V-Lab: Boral Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Boral Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.48% (+1.25%)

Analysis last updated: Saturday, April 20, 2024 at 08:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5052	6.95
$α$	0.0666	22.50
$β$	0.9750	241.04
$ν$	5	5.87

Estimation Period:
Feb 22, 2000 to Apr 19, 2024